get data not returning full date range, is there a data limit?

greg.tyng
greg.tyng Newcomer
in Eikon Data APIs

here is the code:

contract = 'DCSc'

riclist = ["{}{}".format(contract, i) for i in range(1,13,1)]
print(riclist)

df = ek.get_timeseries(riclist,'close',
start_date='20140101',
end_date='20190401', interval='daily')

df.reset_index('Date', inplace=True)


df['Date'] = df['Date'].dt.strftime('%Y%m%d')
print(df)


output:

image

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Best Answer

  • pf
    pf LSEG
    Answer ✓

    Hi,

    Yes, there is a limit.
    You'll have detail in Eikon DAPI usage and limits guide on the Developer Community Site . EIKON DATA API USAGE AND LIMITS GUIDELINE:

    • get_timeseries: The current limit value (10-Oct-2019) is 3,000 data points (rows) for interday intervals and 50,000 data points for intraday intervals. This limit applies to the whole request, whatever the number of requested instrument.


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